Defrost phyllo dough in refrigerator overnight, following the directions on dough package for handling and refreezing unused sheets of dough.

Preheat the oven to 400º F or 200º C. Remove phyllo dough from package allowing 2 sheets per fish. Apply olive oil to the surface of one of the sheets of dough and then lay the second sheet of phyllo over the first.

Center a single fish fillet on top of the sheets of phyllo dough and spread about a tablespoon of the tomato sauce over the fillet. Close the pastry up over the fillet, making sure it is fully closed to keep the sauce contained with the fillet. Repeat this wrapping procedure with the remaining fillets and sheets of phyllo dough.

While the remaining tomato sauce is being heated, bake fish fillets for 10 to 15 minutes until phyllo is golden brown in color and remove from oven.

Spread the remaining heated tomato sauce over the phyllo covering the fish and serve.